Add correlation filter section to SQ4 workflow
See discussion here:
https://strategyquant.com/forum/topic/4654-new-section-in-workflow-for-sq4/
Basically, optional settings so that if two strategies are found that are correlated (based on user configurable settings), the weaker one (as defined by ranking) is marked or removed.
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Votes +3
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Project StrategyQuant X
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Type Feature
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Status Archived
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Priority Normal
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Assignee None
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Milestone Archived (To be done later)
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Votes: +3
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